List of all items
Structs
- blockscholes_oracle::BlockScholesVolOracle
- blockscholes_oracle::BlockScholesVolOracleConfig
- blockscholes_oracle::MockVolOracle
- blockscholes_oracle::OracleState
- blockscholes_types::AtmVolPoint
- blockscholes_types::AtmVolUpdateMessage
- blockscholes_types::AuthParams
- blockscholes_types::BatchItem
- blockscholes_types::BlockScholesAuth
- blockscholes_types::BlockScholesSubscribe
- blockscholes_types::FormatOptions
- blockscholes_types::JsonRpcError
- blockscholes_types::JsonRpcRequest
- blockscholes_types::JsonRpcResponse
- blockscholes_types::SubscriptionConfig
- blockscholes_types::SubscriptionOptions
- blockscholes_types::VolSurfacePoint
- blockscholes_types::VolSurfaceUpdateMessage
- databento_oracle::Bbo
- databento_oracle::BookCache
- databento_oracle::ChainContext
- databento_oracle::CmeFutureSymbol
- databento_oracle::CmeOptionSymbol
- databento_oracle::DatabentoLiveFeed
- databento_oracle::DatabentoOracleState
- databento_oracle::DatabentoOrchestrator
- databento_oracle::DatabentoVolOracle
- databento_oracle::DatabentoVolOracleConfig
- databento_oracle::FakeFeed
- databento_oracle::FittedIvPoint
- databento_oracle::OptionQuote
- deribit_oracle::BookSummary
- deribit_oracle::DeribitInstrument
- deribit_oracle::DeribitInstrumentsResponse
- deribit_oracle::DeribitResponse
- deribit_oracle::DeribitSurfaceState
- deribit_oracle::DeribitVolOracle
- deribit_oracle::DeribitVolOracleConfig
- derive_oracle::DeriveInstrument
- derive_oracle::DeriveInstrumentsResponse
- derive_oracle::DeriveOptionDetails
- derive_oracle::DeriveOptionPricing
- derive_oracle::DeriveSurfaceState
- derive_oracle::DeriveTicker
- derive_oracle::DeriveTickersResponse
- derive_oracle::DeriveTickersResult
- derive_oracle::DeriveVolOracle
- derive_oracle::DeriveVolOracleConfig
- fixed_oracle::FixedTestRiskVolOracle
- polygon_oracle::PolygonDetails
- polygon_oracle::PolygonMarketTimestamp
- polygon_oracle::PolygonResponse
- polygon_oracle::PolygonSnapshot
- polygon_oracle::PolygonSurfaceState
- polygon_oracle::PolygonUnderlyingAsset
- polygon_oracle::PolygonUnderlyingConfig
- polygon_oracle::PolygonVolOracle
- polygon_oracle::PolygonVolOracleConfig
- polymarket_oracle::GammaEvent
- polymarket_oracle::GammaMarket
- polymarket_oracle::PolymarketSurfaceState
- polymarket_oracle::PolymarketVolOracle
- polymarket_oracle::PolymarketVolOracleConfig
- realized_vol_oracle::CandleSnapshot
- realized_vol_oracle::CandleSnapshotRequest
- realized_vol_oracle::CandleSnapshotRequestBody
- realized_vol_oracle::RealizedVolOracle
- realized_vol_oracle::RealizedVolOracleConfig
- realized_vol_oracle::RealizedVolOracleState
- realized_vol_oracle::RealizedVolState
- risk_oracle::VolOracleStatus
- risk_oracle::VolSurfaceSnapshot
- routed_oracle::RoutedVolOracle
- sticky_moneyness_oracle::StickyMoneynessVolOracle
- sticky_moneyness_oracle::StickyMoneynessVolOracleConfig
- vol_surface_cache::BilinearPoint
- vol_surface_cache::DeltaCurveExport
- vol_surface_cache::DeltaIvExport
- vol_surface_cache::DeltaIvPoint
- vol_surface_cache::VolPoint
- vol_surface_cache::VolatilitySurface
Enums
- blockscholes_types::BlockScholesMessage
- databento_oracle::CmeOptionSide
- databento_oracle::FeedRecord
- databento_oracle::InstrumentKind
- risk_oracle::VolLookupError
- risk_oracle::VolProviderKind
Traits
Functions
- blockscholes_types::next_request_id
- databento_oracle::cme_month_code_to_number
- databento_oracle::compute_iv_points
- databento_oracle::is_weekday
- databento_oracle::last_day_of_month
- databento_oracle::og_monthly_expiry
- databento_oracle::spawn_databento_live_feed_task
- derive_oracle::parse_strike_from_instrument
- polygon_oracle::polygon_timestamp_to_ms
- polymarket_oracle::bs_digital_call_price
- polymarket_oracle::estimate_spot_from_cdf
- polymarket_oracle::norm_cdf
- polymarket_oracle::parse_market_cap_from_question
- polymarket_oracle::parse_yes_probability
- polymarket_oracle::solve_digital_iv
- realized_vol_oracle::realized_vol_from_closes
- realized_vol_oracle::synthetic_expiries
- sticky_moneyness_oracle::apply_event_variance
- sticky_moneyness_oracle::map_sticky_moneyness_strike
- sticky_moneyness_oracle::snapshot_age_seconds
- sticky_moneyness_oracle::time_to_expiry_years
- sticky_moneyness_oracle::valid_positive_finite
- vol_surface_cache::bs_call
- vol_surface_cache::find_bracketing_sorted
- vol_surface_cache::interpolate_curve
- vol_surface_cache::normal_cdf
- vol_surface_cache::solve_call_iv
Type Aliases
- databento_oracle::InstrumentId
- polygon_oracle::PlatformSpotPrices
- risk_oracle::SharedRiskVolOracle
- risk_oracle::SharedVolOracle
Statics
Constants
- blockscholes_oracle::DEFAULT_CACHE_TTL_MS
- blockscholes_oracle::DEFAULT_HEARTBEAT_INTERVAL_MS
- blockscholes_oracle::DEFAULT_RECONNECT_DELAY_MS
- blockscholes_oracle::DEFAULT_WS_URL
- databento_oracle::DATABENTO_DEFINITION_DRAIN_IDLE_SECS
- databento_oracle::DATABENTO_MBP1_REPLAY_MINUTES
- databento_oracle::RECONNECT_BASE_DELAY
- databento_oracle::RECONNECT_MAX_DELAY
- databento_oracle::SECONDS_PER_YEAR
- deribit_oracle::DEFAULT_DERIBIT_BASE_URL
- derive_oracle::DEFAULT_DERIVE_BASE_URL
- fixed_oracle::DEFAULT_TEST_UNDERLYINGS
- polygon_oracle::DEFAULT_POLYGON_BASE_URL
- polymarket_oracle::GAMMA_API_BASE
- vol_surface_cache::IV_EPS
- vol_surface_cache::IV_FLOOR
- vol_surface_cache::PRICE_EPS